Marginal integration \(M\)-estimators for additive models

DOI10.1007/S11749-016-0508-0zbMath1382.62026arXiv1509.04334OpenAlexW2248939373MaRDI QIDQ1694366

Graciela Boente, Alejandra Mercedes Martínez

Publication date: 1 February 2018

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.04334

zbMATH Keywords

robustnessadditive modelsmarginal integrationkernel weightsmultivariate nonparametric regressionlocal \(M\)-estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric estimation (62G05)

Related Items (5)

Weak consistency of M-estimator in linear regression model with asymptotically almost negatively associated errors ⋮ A robust proposal of estimation for the sufficient dimension reduction problem ⋮ Robust nonparametric regression: a review ⋮ Additive regression with parametric help ⋮ Wavelet-based robust estimation and variable selection in nonparametric additive models

Uses Software

• robustbase

Cites Work

• Unnamed Item
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